| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,650.50 |
3,667.25 |
16.75 |
0.5% |
3,650.50 |
| High |
3,666.50 |
3,678.25 |
11.75 |
0.3% |
3,678.25 |
| Low |
3,632.75 |
3,654.00 |
21.25 |
0.6% |
3,632.75 |
| Close |
3,664.25 |
3,657.25 |
-7.00 |
-0.2% |
3,657.25 |
| Range |
33.75 |
24.25 |
-9.50 |
-28.1% |
45.50 |
| ATR |
41.03 |
39.83 |
-1.20 |
-2.9% |
0.00 |
| Volume |
659 |
494 |
-165 |
-25.0% |
2,174 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,736.00 |
3,720.75 |
3,670.50 |
|
| R3 |
3,711.75 |
3,696.50 |
3,664.00 |
|
| R2 |
3,687.50 |
3,687.50 |
3,661.75 |
|
| R1 |
3,672.25 |
3,672.25 |
3,659.50 |
3,667.75 |
| PP |
3,663.25 |
3,663.25 |
3,663.25 |
3,661.00 |
| S1 |
3,648.00 |
3,648.00 |
3,655.00 |
3,643.50 |
| S2 |
3,639.00 |
3,639.00 |
3,652.75 |
|
| S3 |
3,614.75 |
3,623.75 |
3,650.50 |
|
| S4 |
3,590.50 |
3,599.50 |
3,644.00 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,792.50 |
3,770.50 |
3,682.25 |
|
| R3 |
3,747.00 |
3,725.00 |
3,669.75 |
|
| R2 |
3,701.50 |
3,701.50 |
3,665.50 |
|
| R1 |
3,679.50 |
3,679.50 |
3,661.50 |
3,690.50 |
| PP |
3,656.00 |
3,656.00 |
3,656.00 |
3,661.50 |
| S1 |
3,634.00 |
3,634.00 |
3,653.00 |
3,645.00 |
| S2 |
3,610.50 |
3,610.50 |
3,649.00 |
|
| S3 |
3,565.00 |
3,588.50 |
3,644.75 |
|
| S4 |
3,519.50 |
3,543.00 |
3,632.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,678.25 |
3,632.75 |
45.50 |
1.2% |
28.00 |
0.8% |
54% |
True |
False |
531 |
| 10 |
3,678.25 |
3,474.50 |
203.75 |
5.6% |
36.75 |
1.0% |
90% |
True |
False |
542 |
| 20 |
3,678.25 |
3,408.00 |
270.25 |
7.4% |
48.25 |
1.3% |
92% |
True |
False |
540 |
| 40 |
3,678.25 |
3,408.00 |
270.25 |
7.4% |
36.50 |
1.0% |
92% |
True |
False |
288 |
| 60 |
3,678.25 |
3,408.00 |
270.25 |
7.4% |
28.00 |
0.8% |
92% |
True |
False |
193 |
| 80 |
3,678.25 |
3,307.00 |
371.25 |
10.2% |
21.75 |
0.6% |
94% |
True |
False |
145 |
| 100 |
3,678.25 |
3,119.75 |
558.50 |
15.3% |
18.00 |
0.5% |
96% |
True |
False |
116 |
| 120 |
3,678.25 |
3,054.00 |
624.25 |
17.1% |
15.00 |
0.4% |
97% |
True |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,781.25 |
|
2.618 |
3,741.75 |
|
1.618 |
3,717.50 |
|
1.000 |
3,702.50 |
|
0.618 |
3,693.25 |
|
HIGH |
3,678.25 |
|
0.618 |
3,669.00 |
|
0.500 |
3,666.00 |
|
0.382 |
3,663.25 |
|
LOW |
3,654.00 |
|
0.618 |
3,639.00 |
|
1.000 |
3,629.75 |
|
1.618 |
3,614.75 |
|
2.618 |
3,590.50 |
|
4.250 |
3,551.00 |
|
|